Mathematics jobs in , London - Page 3Create job alerts

Prediction markets is a hot topic right now, use your passion for mathematics, technology and sports and join this growing sports arm of a global quantitative trading firm. A backbone of game theory, you'll have access to a world leading platform here. You'll provide liquidity to bookmakers, take risk on the centralised sports book and builds statistical forecasting models for your specialised area of sports coverage, you’ll be working with the founders across all major sports markets. You’ll work closely with founders who are capitalising on the use of prediction markets within traditional finance while working collaboratively with the research team to build and use a range of proprietary prediction models and your own intuition for sniffing out trading opportunities. You’ll also appreciate the risk involved so that trades are made with game theory at the heart of them. Above all else, you’ll need to have a strong quantitative background - there is multiple headcount here so straight from academia with side projects in sports betting or if you're a seasoned professional looking for an enhanced platform to utilising your models would be great. Typically that’ll mean you’ve got a great background in probability and statistics – likely a degree with strong mathematics or statistics content – you’re a Bayesian thinker and to mention it again, you love game theory. It would be great if you’ve written some code in Python or Java and it would be even better if you’ve had any kind of trading experience, especially if it’s covering EU or UK sports (specific or broad). Want to be part of the future of sports betting? Tired of being under compensated in sports betting consultancies? Get in touch. No up-to-date CV required.

A globally active insurance firm is seeking an Investment risk analyst to join its London-based team. Key Responsibilities • Develop and maintain regulatory capital and cashflow projection models, supporting scenario analysis and stress testing across multiple entities and jurisdictions., • Monitor and manage market risk exposures, including interest rate and foreign exchange sensitivities within a derivatives framework., • Contribute to asset-liability management and investment strategy, supporting allocation decisions and capital optimisation initiatives., • Build and enhance quantitative tools (Excel/Python) to analyse asset and liability cashflows and support internal modelling frameworks., • Prepare materials for senior stakeholders, including committees and regulatory bodies, with opportunities to present findings. Candidate Profile • 2–4 years’ experience in a quantitative role within investment risk, ALM, insurance, or a related field., • Familiarity with regulatory capital frameworks and market risk concepts is advantageous., • Comfortable working in a lean, high-impact environment with direct exposure to decision-making processes. Qualifications & Experience • Degree in a quantitative discipline (e.g. Mathematics, Economics, Finance, Actuarial Science, or similar)., • Understanding of balance sheet dynamics within insurance or financial institutions., • Exposure to capital modelling frameworks (e.g. Solvency II or equivalent regimes) is beneficial. Skills • Strong analytical and quantitative capabilities., • Advanced Excel modelling skills; working knowledge of Python preferred., • Clear communication skills, with the ability to translate technical outputs for senior audiences., • Familiarity with interest rate risk metrics (e.g. duration, sensitivities) is desirable., • Detail-oriented, with the ability to manage complex datasets under time constraints.

Role:- • Use a rigorous scientific method to develop sophisticated investment models and shape insights into how the markets will behave, • Apply quantitative techniques like machine learning to a vast array of datasets, • Create and test complex investment ideas and partner with our engineers to test your theories, • Attend academic seminars to learn from thought leaders from top universities, • Degree in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science (all levels welcome, from bachelor’s to doctorate), • Intermediate skills in at least one programming language (like C, C++, Java, or Python), • Experience performing an in-depth research project, examining real-world data Please send a PDF CV to

Senior Quantitative Analyst – Exotics (Autocallables & Structured Equity) Overview A leading global hedge fund is looking to hire a Senior Quantitative Analyst to build and scale its exotics pricing capability, with a particular focus on autocallables and structured equity derivatives. This is a high‑impact, front‑office aligned role where you will operate as a strategic partner to trading. You will combine deep quantitative expertise with production engineering to enhance pricing, risk, and model infrastructure across a growing structured products platform. Role Responsibilities • Lead the development and enhancement of pricing models for autocallables and complex path‑dependent exotics, • Drive advances in model frameworks including local/stochastic volatility, correlation, and hybrid approaches, • Design robust calibration processes, scenario analysis, and P&L attribution frameworks, • Partner closely with Trading to support structured products growth and improve risk‑taking decisions, • Conduct deep historical backtesting to inform model development and trading strategy, • Build and maintain production‑grade pricing libraries in C++, alongside research tooling in Python, • Implement advanced numerical methods (Monte Carlo, PDEs, adjoint techniques, tree methods), • Mentor junior quants and elevate modelling standards across the team, • Contribute to model governance, validation, and best‑in‑class quantitative practices Requirements • 8–15+ years’ experience within a Tier 1 investment bank or leading quantitative trading environment, • PhD or MSc in Mathematics, Physics, Financial Engineering, or a related quantitative discipline, • Strong grounding in stochastic calculus and numerical methods, • Autocallable pricing, hedging, and risk management, • Multi‑asset and correlation modelling, • Volatility surface construction and calibration, • Monte Carlo simulation and PDE‑based methods, • Strong experience working directly with trading desks in a high‑performance, front‑office setting, • Proven track record in model validation, governance, and risk frameworks, • Exceptional problem‑solving ability with strong commercial judgement For more information contact: Graham Murphy – Thomas Hennelly –

Our client is a specialist consultancy operating across energy markets, analytics, and investment advisory. The team supports clients with market analysis, asset valuation, optimisation, and strategic insight across evolving power and gas markets. They are seeking a Technical Analyst to join their growing technical team, contributing to quantitative modelling, research, and analytical platform development. This role is ideal for someone with strong energy market knowledge, advanced modelling capability, and solid programming skills who enjoys solving complex commercial problems. Key Responsibilities • Develop and enhance models for asset valuation, dispatch optimisation, and revenue forecasting across energy markets, • Build and maintain price forecasting and scenario analysis models, • Conduct market analysis to support short- and long-term pricing views, • Develop internal analytical tools, automation workflows, and data infrastructure, • Manage SQL-based datasets and improve modelling efficiency through process optimisation, • Apply AI tools to support research and analytical workflows, • Translate technical outputs into clear commercial insights for clients and stakeholders, • Collaborate across a technically focused and research-driven team environment Requirements • 3–5 years’ experience in energy markets, quantitative analysis, or related sectors, • Strong Python programming skills, • Experience with optimisation, statistical modelling, or forecasting techniques, • Understanding of asset valuation and energy market dynamics, • Strong SQL and data handling capability, • Experience working with structured datasets, pipelines, or analytical platforms, • Strong communication and problem-solving skills, • Degree in a quantitative discipline such as engineering, mathematics, physics, or similar, • Experience within consulting, advisory, trading, or investment environments, • Familiarity with cloud platforms or modern data infrastructure, • Knowledge of risk analysis or transaction modelling within energy markets About Us Climate17 is a purpose-led Renewable Energy & Sustainability recruitment firm. We support organisations driving the energy transition and wider decarbonisation agenda. Inclusive Application Process Climate17 is committed to creating a diverse, inclusive, and equitable workplace. We welcome applications from all backgrounds and are dedicated to supporting an inclusive recruitment process.

Key Responsibilities: • Develop and optimize quantitative models and systems for trading and risk management., • Implement mathematical models into production systems in collaboration with research teams., • Perform data analysis, backtesting, and evaluate trading strategies., • Degree in Computer Science, Mathematics, or related field (Master’s/PhD preferred)., • Strong programming skills in Python, SQL, C# and WPF, • Front-end programming experience in Javascript/React, • Solid understanding of quantitative finance, financial markets, and trading strategies., • Knowledge / experience in portfolio management, • Experience with high-performance computing and algorithm optimization., • Strong problem-solving skills and ability to work in a fast-paced environment.

We're building a team of top performers who thrive on solving hard problems, value precision and creativity, and are driven by results. You'll be joining a fast-paced setup that prizes autonomy, sharp thinking, and continuous learning. Who You Are: • You bring a deep academic foundation in a technical or quantitative subject—think Computer Science, Engineering, Physics, Statistics, Mathematics, or a closely related area. While a Ph.D. is a strong asset, we also welcome standout candidates with Bachelor’s or Master’s degrees who have demonstrated exceptional capability., • You have a proven track record of pushing the boundaries in your field—whether through novel research, impactful projects, or real-world applications., • You’re fluent in at least one major programming language used in data science or systems development (such as Python or C++), and you’re comfortable writing efficient, clean code., • You think critically, adapt quickly, and approach challenges with creativity and focus., • You’re passionate about learning, iterating, and continuously improving your skills and impact., • You enjoy working in close collaboration with others and thrive in environments where ideas are rigorously tested and debated., • Experience in applied research—especially in tech or finance—is a bonus., • Designing and testing systematic trading strategies focused on digital assets., • Applying modern statistical and machine learning techniques to uncover market inefficiencies., • Exploring and evaluating new datasets to extract actionable signals., • Collaborating with other researchers and engineers to improve models and infrastructure., • Taking your research ideas from prototype to live deployment and receiving immediate feedback from real-world performance., • Work directly with experienced professionals from the forefront of quant finance and blockchain., • Be part of a flat, merit-based culture that values ideas, execution, and impact over titles., • See your work go live and deliver results in production—not in slides or whitepapers., • Grow rapidly alongside a high-caliber team in one of the most dynamic areas of finance.

Role:- As a quantitative researcher you will be responsible for developing automated quant trading strategies using sophisticated statistical techniques. Your role will involve:- • Statistical modelling of financial and non-financial datasets, examining real-world data., • Delivering high quality statistical research output against our research goals., • The opportunity to make an impact on the continued build out of Systematic Macro infrastructure ., • 3 + years prior experience on the buy side developing global Systematic Macro strategies with exposure to Equites, FX, EM FX, Commodities and Rates., • Extensive experience in financial data analysis with a focus on a highly rigorous and technical approach to modelling., • Experience of building and running systematic intraday futures/ FX strategies., • A background in statistical research for systematic investment management activities (returns forecasting, risk modelling, market impact modelling etc)., • Quantitative background - includes advanced degrees ( PhD) in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics Please send a PDF resume to

£120,000 - 200,000 GBP Onsite WORKING Location: City Of London, Central London, Greater London - United Kingdom Type: Permanent My client is a top-tier quantitative hedge fund headquartered in London renowned for its data-driven approach and innovative trading strategies. We are currently looking for an experienced Quantitative Researcher to join the Systematic Trading team. This team designs, builds, and maintains fully systematic strategies operating across a variety of global markets and trading frequencies. Key Responsibilities • Analyse vast and complex datasets using advanced statistical methods to uncover actionable insights., • Research, develop, and implement cutting-edge quantitative trading strategies., • Continuously monitor and improve the performance of existing strategies., • Develop a deep understanding of global market structures and microstructure dynamics.Requirements, • Advanced academic degree (PhD or Master's) in a quantitative discipline such as Mathematics, Physics, Computer Science, or Engineering., • Strong programming skills in at least one core language - Python, C++, or Java., • Proven experience in quantitative research or systematic trading environments., • Excellent communication skills and the ability to thrive in a highly collaborative, fast-paced team environment.What's on Offer, • Highly competitive compensation package with performance-based bonuses., • Access to state-of-the-art technology, proprietary tools, and vast datasets., • A world-class team environment that encourages innovation, ownership, and growth.Interested in learning more? Click 'Apply Now', or reach out directly to Stephen Kennedy at Anson McCade via LinkedIn for more Information.

£200,000 - 250,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading global systematic hedge fund is seeking a Senior Commodities Quantitative Researcher to join its London-based team. The firm is renowned for its collaborative culture, strong research focus, and giving quants strong autonomy in a full-stack role. With an established and successful commodities platform across European markets, the team is now looking to expand into US Power and Gas. This hire will play a pivotal role in shaping and building out this next phase of growth. The Role As a senior member of the commodities research team, you will: • Lead the research, development, and implementation of systematic trading strategies focused on US Power & Gas markets, • Identify and exploit inefficiencies through data-driven modelling and advanced quantitative techniques, • Work closely with other researchers and technologists in a highly collaborative environment, • Contribute to the end-to-end research lifecycle, from idea generation through to production deployment, • Help define the research agenda and strategic direction for the US energy expansion Key Requirements, • Proven experience in systematic strategy research and development within commodities, ideally US Power and/or Gas, • Strong understanding of energy markets, fundamentals, and data structures, • Advanced quantitative skillset, including statistical modelling, time series analysis, and machine learning techniques, • Proficiency in programming (typically Python; experience with large datasets is essential), • Demonstrated ability to independently drive research projects while contributing to a team-oriented environment, • Excellent academic background in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science) Why Join?, • Opportunity to lead and shape a new growth areawithin an established, high-performing platform, • Strong emphasis on collaboration with high-calibre colleagues, • Autonomy and ownership over your research and ideas, • Competitive compensation aligned with impact

Role :- You will be working as a Quantitative Researcher possessing exceptional analytical capabilities and have a real passion for developing systematic strategies and coming up with new ideas. Prior experience in crafting high to mid- frequency trading signals is highly desirable. Candidates who exhibit an entrepreneurial spirit and the belief that any problem, no matter its complexity, can be addressed, are highly regarded. You will ideally be living in London or have the desire to relocate. Requirements :- A Master’s or a PhD degree in mathematics, statistics, physics, computer science. Very strong research skills and experience using sophisticated mathematical tools in different contexts Strong programming skills in Python or Rust. Track record of having a scientific approach to analysing real-world problems and large amounts of empirical data (1+ year experience) Strong familiarity with concurrency and OOP Comfortable working with Linux/Unix, AWS, Git, Docker Apply :- Please send a PDF CV to

We are seeking a talented Quantitative Researcher to develop machine learning-based models for systematic trading in digital asset and financial markets. This is a front-office research role based in the UK, offering hands-on experience with high-frequency market data, advanced ML architectures, and collaboration with a team of quantitative researchers and engineers. Responsibilities • Develop ML-based alpha generation models using high-frequency order book and market microstructure data, • Design and maintain robust data pipelines, preprocessing, and feature extraction workflows for streaming tick data, • Research and implement advanced deep learning architectures for short-horizon forecasting and signal extraction, • Collaborate with quantitative researchers and engineers to integrate models into live trading systems, • Optimise inference latency and ensure model robustness under live market conditions, • Continuously refine model performance through systematic backtesting, live evaluation, and monitoring Requirements • Degree in Computer Science, Machine Learning, Applied Mathematics, or a related quantitative discipline, • Strong programming skills in Python and familiarity with standard ML libraries, • Proven experience applying ML/DL techniques to real-world problems, • Familiarity with time-series modelling, signal extraction, or high-frequency data, • Experience developing ML infrastructure, including data pipelines, experiment tracking, and version control, • Collaborative mindset and problem-solving orientation Preferred Experience • Exposure to finance, trading, or quantitative research (helpful but not required), • Publications, competition results (e.g., Kaggle, academic ML contests), or open-source contributions, • Familiarity with C++, CUDA, or other low-latency systems Why Join • Work at the forefront of systematic trading and digital asset markets in the UK, • Hands-on exposure to large-scale, high-frequency data and cutting-edge ML techniques, • Collaborative, meritocratic team environment with direct impact on strategy and performance, • Fast-paced, technology-driven culture offering meaningful ownership and growth, • Competitive UK-based compensation aligned with experience and performance

JOB DESCRIPTION POSITION: Reserving Actuary LOCATION: London/ Hybrid Role Summary: The role supports the Lead Reserving Actuary and their team across all aspects of the Actuarial Function. This includes Bermuda Reinsurance, European insurance company, and group level reporting. The role provides coaching and technical support for the more junior members of the actuarial team. The role holder, their team and the Actuarial function holder carries out the quarterly reserving processes, portfolio reviews and other ad-hoc deep dive analyses. The role sits within the reserving team responsible for Motor Reinsurance, Property Catastrophe, Casualty and Marine amongst others. • Analysis of quarterly reserving projections, • Solvency II technical provisions and IFRS17 fulfilment cashflows, • Reserving analysis and input into assessments of business profitability, • Lead or support actuarial input to meetings alongside other members of the actuarial reserving team with product line underwriters and claims personnel to discuss account performance, underwriting changes, latest developments and trends, • Produce quarterly reserving outcomes for reserving committee that provide insight and explaining core drivers and uncertainties., • Undertake deep dive analysis into range of reserving issues or areas of interest to support overall reserving activity, • Work closely with Finance and Risk functions to ensure financial close numbers fully and correctly capture all relevant actuarial outputs., • To contribute to the growth, development and sustained profitability Knowledge and Qualifications: • University degree in Mathematics or related field, • Nearly/ Newly Qualified Actuary (FIA or equivalent) Skills and Demonstrated Experience: • General commercial and financial knowledge, • Experienced user of MS Excel; VBA and Access/SQL skills, • Strong technical skills and relevant market knowledge with good experience of reserving and actuarial valuation techniques, • Strong analytical skills with attention to detail; accurate and numerate, • Investigating ability to understand claim trends, impact of legislative and other drivers.

We are seeking an Oil Products Analyst to join a global energy trading organisation in London. The role involves providing detailed analysis and forecasts across global oil markets, with a focus on refining economics, supply-demand balances, and market trends, particularly within Light Ends (LPG, Naphtha, Gasoline). You will apply a strong understanding of refining operations alongside geopolitical, regulatory, and macroeconomic drivers to support decision-making across trading, upstream, and strategic functions. The role provides broad exposure to the full commodity trading lifecycle through close interaction with trading, shipping, operations, scheduling, credit, middle office, back office, legal, finance, and contracts teams. Flexibility is required to support cross-functional collaboration and provide operational cover when needed, including occasional out-of-hours work depending on business requirements. The organisation operates globally across crude oil, refined products, and biofuels, with integrated trading, logistics, and supply chain activities. It is actively engaged in both traditional and lower-carbon energy markets, with a growing emphasis on sustainability and the energy transition. Main Responsibilities • Synthesising cross-regional and cross-product fundamental views, with a focus on Light Ends (LPG, Naphtha, Gasoline)., • Developing, implementing, and enhancing analytical tools and models to support real-time market analysis., • Validating and challenging modelling approaches through back-testing and research., • Maintaining global energy datasets, refining balances, and supply-demand forecasts., • Producing reports and presentations for management, including analysis of crude and refined product profitability., • Supporting improvements to IT systems and analytical infrastructure to enhance efficiency and output quality. Skills and Experience Required • University degree in a numerate discipline (e.g. economics, mathematics, science, engineering or similar)., • Experience in a similar analytical or market-focused role., • Strong analytical skills with the ability to interpret complex datasets and generate insights., • High attention to detail and commitment to accuracy in analysis and reporting., • Strong collaboration skills with the ability to work across multiple functions., • Adaptability to changing market conditions and evolving industry dynamics., • Strong problem-solving skills with the ability to address complex analytical challenges., • Fluent in English; additional languages are an advantage.

In this role, your primary focus will be on engineering – crafting robust, low-latency, and high-throughput systems that directly drive trading performance. The role demands an elite level of coding ability, especially in C++ , and a deep interest in how software architecture impacts real-world execution. If you’re passionate about clean code, optimization, and pushing the limits of what software can do in production, this is the environment for you. Key Responsibilities • Design, develop, and deploy high-performance C++ code to power algorithmic trading systems., • Optimize latency-critical components through low-level systems programming, performance tuning, and efficient data handling., • Engage in continuous refactoring, testing, and code review to ensure engineering rigor and production stability., • Work across the stack—from network interaction to execution pipelines—and contribute to system-wide performance gains., • Collaborate with a world-class team of engineers and researchers to translate abstract trading ideas into production-grade code., • Stay current with modern hardware, compiler behavior, and systems-level development techniques., • Degree in Computer Science, Engineering, Physics, or Mathematics (minimum BSc or equivalent) from a red brick University., • Proven experience as a software engineer—whether through professional roles, open-source contributions, or independent projects., • Expert-level programming in C++ (required), with an emphasis on performance, memory management, and concurrency., • Proficiency in at least one scripting language (preferably Python) for tooling and prototyping., • Strong understanding of system internals—compilers, memory models, CPU architecture, and how code translates into hardware behavior., • Familiarity with Linux systems and modern development practices (e.g., CI/CD, TDD, code reviews)., • Interest in algorithm design, data structures, and writing code that is both elegant and efficient., • Be part of a deeply technical, tight-knit engineering culture that prioritizes precision, pragmatism, and performance., • Work on greenfield projects that have direct and measurable impact on real-world trading outcomes. Please send a PDF CV to

One of the world's top algorithmic trading firms, our client is looking for GPU Systems Engineers to help scale and evolve their exceptionally sophisticated HPC/AI research environment. Joining the Research and Development team, you will collaborate with experts responsible for the compute, storage, operating systems, and automation tools that enable trading and research to run 24/7 across the globe. They design, grow, and operate infrastructure at a large scale, including triple-digit petabyte-scale storage and massive CPU and GPU clusters in globally distributed data centers. As such, this is a high-impact role with broad scope, from HPC/AI cluster design and performance tuning, to troubleshooting and automation for thousands of nodes. Responsibilities • Design, build, and optimize large-scale distributed GPU compute clusters, • Identify and resolve GPU workloads' performance bottlenecks across compute, storage, and networking layers, • Collaborate with research and development teams to profile, benchmark, and fine-tune GPU-based workloads, • Automate system deployment, monitoring, and troubleshooting across thousands of nodes, • Collaborate with research, and engineering teams to support evolving workloads, • Own critical infrastructure projects - from concept to implementation and support, • 5+ years of experience in large-scale Linux systems engineering in HPC, AI or distributed infrastructure roles, • Extensive experience in Linux system installation, performance tuning, and troubleshooting, • Expertise in troubleshooting distributed GPU workloads, • Deep knowledge around GPU optimization and performance, • Proficiency in Python scripting and automation frameworks, • CUDA or C/C++ experience is a plus, • Experience with NVIDIA technologies beyond CUDA, such as NCCL, GPUDirect RDMA, and NVLink, • Familiarity with configuration management tools (e.g. Salt, Ansible, Puppet, Chef), • Comfortable diagnosing complex system issues at the hardware, OS, and network levels, • Strong communication and organizational skills; able to collaborate across diverse technical teams This fund brings a scientific approach to trading financial products. They've built one of the world's most sophisticated computing environments for research and development, and their researchers are at the forefront of innovation in the world of algorithmic trading. Colleagues come from all sorts of backgrounds: mathematics, computer science, statistics, physics, and engineering. A community of self-starters who are motivated by the excitement of being at the cutting edge of automated trading, and their culture celebrates great ideas whether they come from veterans or new hires. Seem like something you might be interested in? The goal is to find the best people and bring them together to do great work in a place where everyone is valued. They're proud of their diverse staff; with offices all over the globe they benefit from varied and unique perspectives. This is an equal opportunity employer; so whoever you are they'd love to get to know you. Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like more information, please get in touch: George Hutchinson-Binks (+44) 07885 545220 linkedin.com/in/george-hutchinson-binks-a62a69252

Oliver Wyman Actuarial – Manager – UK Life Office: London Company Overview Oliver Wyman is a global leader in management consulting. With offices in more than 70 cities across 30 countries, Oliver Wyman combines deep industry knowledge with specialised expertise in strategy, operations, risk management, and organisation transformation. The Actuarial Practice of Oliver Wyman provides customised actuarial services and strategic insight, supporting clients as they strive to exceed their business objectives. Our exceptional client and employee retention exemplify our commitment to relationships built on trust, responsiveness, and clear communication. Oliver Wyman is currently growing its Actuarial department and seeking Actuaries (partially or fully qualified) to join the UK team. This position requires the candidate to work closely with our wider management consulting team, as well as our actuarial teams across Europe and other regions, to independently analyse complex problems and develop innovative solutions for our clients. Job Description You will work alongside, and learn from, Oliver Wyman’s industry leaders and other experienced consultants while contributing to a broad range of client projects. You will gain industry exposure with Oliver Wyman’s clients, which include top tier insurance companies, reinsurance companies, investment banks, law firms, regulators, private equity firms and many more. You will also have the chance to take the initiative and lead on new and emerging ideas, leveraging the wider Oliver Wyman and Marsh businesses. Potential projects may include: • Capital and financial reporting, leveraging the tools available and developed by Oliver Wyman globally. This will also cover capital optimisation, IFRS 17 and understanding the latest regulatory changes, • Risk management and support, including validation, risk appetite reviews and oversight, as well as emerging practice on climate risk, • New business propositions and life and PRT/ annuity product development including modelling, valuation analysis and strategy support, • Ability to lead client conversations on certain topics and heavily participate in client presentations and RfP responses, • Mergers & acquisitions due diligence including assumption review, management support and strategy, model build, and development of projected UK statutory distributable earnings, Actuarial Appraisal Values and so on, • Transformation of pre and post actuarial model data and processes, including systems and financial reporting integration, analytics, and workflow, • Actuarial model conversions and optimisation and help clients undertake wider actuarial transformation, • Client and industry presentations, surveys, case studies and wider marketing support and business development including managing proposals, tenders and other stakeholder management, • Development and maintenance of intellectual capital, including involvement with the latest data science techniques and cutting edge methodologies from quantitative finance, • Supporting other business lines within the Marsh family as we continue to build integrated solutions for our clients Skills and Attributes • Bachelor’s or Master’s degree, preferably in Actuarial Science, Mathematics, Statistics, Finance or a related field, • Minimum 5 years of relevant Life Insurance actuarial experience, • Fully qualified actuary (FIA or equivalent), • Strong Knowledge of finance and/or risk management topics, including technical aspects such as Solvency II internal models, ORSA and IFRS 17, • Demonstrated ownership of work streams and ability to support the design of a solution and execute on that design as part of a wider team, • Understanding of the insurance industry and the challenges faced by our clients, • Highly motivated and willing to work in a dynamic environmentand ability to motivate others around them, • Strong background in problem-solving with demonstrable analytical skills, • Ability to lead a small team to ensure client needs are met, and our junior staff receive exceptional on the job training, • Ability to manage the various stakeholders with exceptional communication skills - managing the team, the client, and communicating effectively with senior management, • Ability to multi-task and support the team to the best of their ability, in managing its multiple priorities, • Experience in reinsurance, capital, and M&A projects is also highly desirable WHY WORK AT OLIVER WYMAN? Working as part of our global, entrepreneurial company, you will do meaningful work from day one. We are looking for individuals who challenge the norm, and constantly strive to build something new for the firm and the world around us. There is no "one size fits all" - we hire exceptional people and help them thrive through a built-in support network, flexible career paths, and no barriers to advancement. We have a collaborative, supportive and impactful team environment - we want you to bring your authentic self to the team and enjoy working alongside diverse and down-to-earth colleagues who do serious work, but who enjoy what they do. At Oliver Wyman, a Marsh (NYSE: MRSH) business, we bring deep industry insight, bold innovation, and a collaborative approach that cuts through complexity to help organizations navigate their most defining transformative moments. As a business of Marsh, we work alongside the world’s leading experts across risk, reinsurance and capital, people and investments, and management consulting. Together with Marsh Risk, Guy Carpenter, and Mercer, we help organizations build resilience and competitive advantages from every angle. With annual revenue of $27 billion and more than 95,000 colleagues in 130 countries, Marsh helps build the confidence to thrive through the power of perspective.

About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at • As at 31 December 2025 Purpose of Role: The main purpose of the role is responsibility for the posting, review and reporting of the Group’s management fees, performance fees, client rebates and commissions. This involves the oversight and analytical review of monthly net revenue bookings, billing processes and cash matching as well as ensuring that payments to clients are made on a timely basis. This role will report directly into the Manager of Revenue. Specific responsibilities: • Review and post into the general ledger; ensure revenues, rebates and commissions are recorded correctly, • Analyse and understand the drivers behind changes to accruals and month-on-month movements, • Prepare balance sheet reconciliations as part of the month-end reporting process, • Distribute payment schedules and invoices; ensure prompt collection of cash from clients/counterparties, including cash matching and management of returned payments, • Review, analyse and approve rebates and commission payments to ensure accuracy and timeliness; provide debtor correspondence as required, • Comply with CASS regulatory requirements, • Liaise with Middle Office, Accounts Payable, Client Agreements, administrator (BNYM) and other internal/external stakeholders; prepare fund reinvestment instructions and ensure funding is in place, • Support internal and external audit queries, • Minimum 1 years post graduate, work experience, • Part or fully qualified accountant (ACA, ACCA, CIMA) preferred but not essential, • Degree-level education, preferably in Finance, Accounting, Mathematics or a related discipline, • Experience working in a Finance team ideally within Investment Management or Investment Banking preferred but not essential, • Strong Excel skills (lookups, pivot tables, sumif etc.); ability to learn new systems quickly You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact .

Managers at CFGI work closely with senior management of FTSE 100, mid-cap, and start-up companies. CFGI Managers lead project teams and interact with clients and their Big 4 auditors on all aspects of engagements, including report writing and developing and managing client relationships. Take ownership of your career at CFGI: · Gain exposure to a wide range of industries and/or projects · Make a true business impact with your clients · Own projects from start to finish · Experience client interaction and thrive in a client-facing role · Be consistently challenged and learn through a collegial environment created from top tier experts hired within the firm · Enjoy a flexibility working environment - office/remote/client site (engagement specific) · Create your own path · Enjoy what you do! As part of the CFGI Valuation Practice your job will be to help clients in navigating through various complex debt and equity transactions in a multifaceted business environment. We advise a multitude of public companies and private enterprises operating in a variety of industries on a wide range of valuation considerations related to financial and tax reporting. Our Valuation Services professionals work on a wide range of services including valuation of business enterprises, complex debt and equity instruments, and intangible assets for mergers and acquisitions, divestitures, IPOs, dispute resolution, financial reporting, and tax purposes. Work you’ll do · Financial reporting valuations for business combinations (purchase price allocations), including enterprise valuation and intangible assets, inventory, deferred revenue, contingent consideration, debt and equity components analyses · Valuation of goodwill and asset impairment testing for financial reporting purposes · Valuation of complex derivatives and debt instruments for financial reporting purposes · Valuation for tax purposes, including local, international and personal tax, as well as services related to a client's allocation of purchase price for tax purposes only · Advising clients on corporate actions, strategic investment decisions, or other financial objectives Qualifications you’ll need · 5+ years of UK big 4 experience performing valuation analyses for financial reporting purposes is required · In-depth understanding of general valuation approaches · Experience in valuation of complex debt and equity instruments is strongly preferred · Strong excel modelling skills · Exceptional writing skills in preparation of valuation reports, exhibits, memos, and other client deliverables/communication · Strong analytical and problem-solving skills, as well as team building, interpersonal and communication skills · Bachelor's degree in mathematics, finance, economics, accounting, or business · ACA (or equivalent) and/or CFA qualified preferred We may use artificial intelligence (AI) tools to support parts of the hiring process, such as reviewing applications, analyzing resumes, or assessing responses. These tools assist our recruitment team but do not replace human judgment. Final hiring decisions are ultimately made by humans. If you would like more information about how your data is processed, please contact us.

Responsibilities • Deliver investment risk analysis and reporting across both public and private markets funds, • Measure and monitor market, liquidity, counterparty credit, leverage, and valuation risks, • Cover investment strategies including public equities, credit and fixed income, private credit, private equity, real estate, and infrastructure, • Maintain and enhance risk data, quantitative models, and reporting systems and workflows, • Produce risk reporting for committees, internal stakeholders, and regulators, • Implement and test enhanced risk and quantitative models, risk systems, and automated reporting Requirements • Previous experience in investment risk, market risk, or quantitative analysis within asset management, wealth management, or private markets, • Degree in mathematics, economics, or finance-related quantitative discipline as preferred, • Strong quantitative skills; proficiency in Python and/or SQL; advanced Excel, • Familiarity with MSCI and/or Bloomberg is advantageous

£100,000 - 120,000 GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client is a leading quantitative hedge fund that is actively expanding its commodities platform across a broad range of products. The firm has a strong track record in systematic investing and is now building out its commodities business across both quantitative and fundamental strategies. This is an opportunity for a Commodities Trading Analyst to join a high-calibre team at an early stage of growth, offering significant exposure and the chance to contribute directly to the growth of the platform. Key responsibilities include: • Sitting within a collaborative, high-performing team, working at the intersection of data, modelling, and market fundamentals, • Supporting the development of fundamental supply and demand models across commodity markets, • Conducting quantitative analysis using Python to support trading strategies, • Building and enhancing analytical tools, datasets, and research processes, • Producing ad-hoc analysis in response to evolving market conditions and trade ideas, • Monitoring and improving live strategies, • Working closely with traders and senior researchers on strategy development, • You will also gain exposure to the full trading lifecycle, including intraday analysis and longer-term model developmentRequirements:, • 0-3 years' experience in commodities (internship or full-time), • Degree (BSc and/or MSc) from a top-tier university, ideally in a STEM discipline (e.g. Mathematics, Statistics, Engineering, Econometrics, Applied Economics), • Strong Python programming skills (essential); familiarity with Excel is a plus, • Prior experience analysing and modelling data, • Demonstrated interest in commodities markets and investing, • Strong written and verbal communication skills, with the ability to synthesise complex information clearly, • Proactive mindset with a willingness to take ownership of a wide range of tasks, • Comfortable working in a collaborative, fast-paced, and globally integrated environmentWhy Apply?, • Join a top-tier quant hedge fund expanding into commodities, • Work in a highly collaborative, globally connected team, • Gain exposure to both systematic and fundamental investment approaches, • Be part of a growing platform with real opportunity for progression and impact, • Contribute to building market-leading models and analytics capabilities

About Loop Horizon Loop Horizon is a boutique consultancy, providing expert advice and services to world leading brands to assist their transition to a data-driven marketing future. With specialists in Digital, Data & Analytics, MarTech and Marketing, we are predominantly ex-client side. Having delivered data-driven marketing before enables our clients to deliver more, faster and avoid missteps. Our success is built through enduring relationships with our clients by focussing on outcome-based deliverables. We focus on enabling clients with data and technology capability and supporting their internal teams through strategy, planning, delivery and adopting news ways of working. Our continued growth and client demand means we are looking for a capable early-career data scientist ready to make an immediate impact while developing their skills alongside an experienced team. Job Overview: We are seeking a driven Associate Data Scientist to join our growing team at Loop Horizon. This role suits someone with solid technical foundations who is eager to take on responsibility and learns quickly by doing. As an Associate Data Scientist, you will own analytical workstreams within client projects - building models, generating insights, and delivering data products that drive real business decisions. You'll work closely with a senior data scientist who will help shape your approach, provide guidance on technical and client challenges, and support your development. That said, we're looking for someone who is naturally curious and proactive - someone who enjoys figuring things out and takes ownership of their work. This is a fantastic opportunity for someone early in their career who wants to do meaningful, client-facing work and grow quickly through varied, hands-on experience. Responsibilities: • Own analytical workstreams within client engagements, delivering robust solutions with senior support as required, • Conduct exploratory analysis, identify patterns, and translate findings into actionable recommendations, • Develop and implement data products that address client business challenges – from core analytics to production ready ML solutions, • Communicate results clearly to non-technical stakeholders, both in writing and in person, • Tackle ambiguous problems with initiative, while knowing when to collaborate or escalate, • Keep pace with emerging tools and techniques - particularly in AI - and look for opportunities to apply them Skills and Qualifications: Required: • 2+ years of commercial experience in either data analytics, data science or machine learning, • A strong academic background in a STEM subject (e.g., Mathematics, Computer Science, Physics, Engineering etc) from a top University, • Fluent SQL skills alongside proficiency in Python for data manipulation, analysis and modelling, • Solid grasp of core machine learning techniques (e.g., regression, classification, clustering), when to apply them and how to evaluate results, • Strong communicator- able to explain technical work clearly to non-technical audiences Desirable • Experience with marketing data, digital behavioural data (Adobe Analytics/GA4) and marketing analytics use cases (e.g., segmentation, attribution, propensity modelling) is beneficial but not required, • Familiarity with cloud platforms (e.g., AWS, Azure, Google Cloud) and data warehousing technologies (e.g., Databricks, BigQuery, Redshift) is a big plus, • Comfortable using Git for versioning and collaboration Our Commitment to You: • Competitive salary, • 25 days holiday, plus an additional 3 days leave between Christmas and New Year, • Pension scheme and life assurance, • Private Healthcare for you (and your spouse/children at extra cost), • Flexible benefits scheme including electric car leasing scheme, cycle to work, gym discounts, discounted vouchers, • Shares in company after one years’ service, • Hybrid working - we believe in a balance between spending time face-to-face with colleagues and our clients, as well as enabling working from home, • Excellent opportunities to grow and develop, • Vibrant, friendly, dynamic team with calendar of regular social activities and team events Please note, only candidates with permanent right to work in the UK will be considered.

At Pulse Clean Energy, we are passionate about changing energy systems for the better. To do this we are building a team of people who can bring diversity of thought, expertise and ideas to tackle big issues that will have a positive impact on our lives and the lives of those around us! We invite you to join our growing, entrepreneurial team who want to make net zero a reality. About the Role PCE's Revenue and Trading team is looking for a Trading Performance Associate to join our growing team. In this role, you will play a key part in managing our relationship with optimizers and evaluating and improving the trading performance of our BESS assets by combining market intelligence with rigorous data analysis. Working closely with the Market Data Analyst, you will gather, interpret, and act on information from both internal and external sources. You will be the bridge between raw performance data and actionable commercial insight — helping the team understand how our assets are performing, where we can do better, and how to hold our partners accountable. Please note that this role involves working from our London office at least 4 days per week. To apply for this role, please submit a cover letter explaining why you are interested in this position, along with a description of the relevant skills that you have for this role with your CV. What You'll Do • Manage our ongoing relationship with optimizers, identifying opportunities to expand existing partnerships and develop new ones., • Assess trading performance against relevant benchmarks on a regular basis, identifying trends, gaps, and opportunities for improvement., • Engage with route-to-market providers through regular meetings, communicating findings and recommendations to drive better outcomes., • Design analysis tools and dashboards, guiding their implementation to support ongoing performance monitoring., • Communicate trading performance clearly and effectively to internal stakeholders across the business., • Monitor contractual compliance, ensuring route-to-market providers adhere to the commercial terms agreed in their contracts., • Proactively identify opportunities to enhance trading strategy and revenue, and substantiate these with data-driven analysis. What We're Looking For • At least three years experience in the electricity sector., • Strong proficiency in Microsoft Excel and PowerPoint., • Demonstrated ability to analyse proprietary and market data to extract insights about trading strategy and performance., • Ability to read, understand, and edit code (preferably Python or a similar language)., • Ability to conceive and design analytical models for electricity market analysis and forecasting (design-level, not implementation)., • Clear and confident communicator — able to distil complex analysis into actionable conclusions for both technical and non-technical audiences., • Strong critical thinking — able to formulate, present, and substantiate recommendations., • Self-starter mindset — proactively identifies gaps and problems, analyses them, and proposes solutions without waiting to be asked. Desirable (Nice to Have) • Direct experience in the battery energy storage system (BESS) commercial or trading space., • A bachelor's degree in Economics, Mathematics, Physics, Engineering, or Finance, combined with a master's degree in Energy; or a bachelor's degree with a specialisation in Energy., • Experience with building and maintaining dashboards on data visualization tools (e.g. Grafana, Power BI, Tableau), • Experience with a power market scheduling tool (e.g., Plexos)., • Experience in structuring, negotiating, and executing commercial contracts, • Understanding of key commercial terms in energy contracts, and the ability to connect analytical conclusions to contractual obligations. What Pulse Clean Energy Can Offer You: At Pulse Clean Energy our purpose is to Improve Lives. We do this by making energy systems more stable, less costly, and more secure – all whilst contributing to a future which aspires to a zero emissions environment. While exhibiting an unwavering commitment to our values - Leadership, Ethical Stewardship, and Teamwork – we believe that our work will enable the enduring transformation of energy systems. People at Pulse share a belief in a more affordable, sustainable, and secure future. A future where our contributions to energy management will improve lives. We thrive on the challenge to be our best, to deliver an unparalleled employee experience and to work as one team to continuously improve the social, economic, and natural environments in which we operate. In addition to offering a competitive salary and comprehensive benefit package that includes health, dental and critical illness insurance, enhanced parental leave policies and flexible/remote working options, we pride ourselves on helping you reach your potential, making a difference in our communities, and achieving success that is mutual. Don't Meet Every Requirement? At PCE, we are always looking for talented people with high potential and the drive to grow. If this role excites you and you believe you can make an impact, we encourage you to apply — even if you don't satisfy every core or desirable requirement listed above. The right mindset and willingness to learn matter as much as what you already know. PCE is an equal opportunity employer. We welcome applications from all qualified candidates regardless of background.

Equity Derivatives | Front Office | London | £130k A leading global investment bank is seeking an AVP-level Quantitative Analyst to join its Equity & Hybrid Products Quant team in London. This front-office aligned team supports trading across a broad equity derivatives platform, covering flow, exotics, hybrids, Delta 1 and convertibles . The team works closely with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions. The Role You will provide quantitative and analytical expertise to support trading strategies, pricing and risk management across equity derivatives. Key responsibilities include: • Development and enhancement of equity derivatives pricing and risk models, • Implementation of models in C++ and/or Python within front-office libraries, • Calibration to market data and quantitative analysis to support trading decisions, • Collaboration with traders, structurers and risk managers to deliver robust pricing tools, • Ownership and maintenance of analytical infrastructure, • Supporting model governance, documentation and validation processes, • Scenario analysis and stress testing for structured products, • Candidate Profile3+ years’ experience in equity derivatives pricing, • Experience gained in front office quant or equity model validation, • Exposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential), • MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similar, • Strong programming skills in C++ and/or Python, • Good understanding of stochastic calculus, numerical methods and practical pricing challenges, • Ability to communicate complex quantitative concepts clearly This opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform. Pure strategy or pure development profiles without pricing experience are unlikely to be suitable. If you meet the requirements please apply to the advert and contact for immediate response.

JOB DESCRIPTION POSITION: Senior Pricing Analyst ASSIGNMENT NO: 29570 LOCATION: London/ Hybrid A bit about the role They're looking for a Senior Pricing Analyst to join their Pricing Team. This is an exciting opportunity and you will play a crucial role in developing and optimising pricing strategies that enhance their competitive edge, whilst ensuring profitability. You will analyse market trends, customer data and competitor pricing to inform decision-making and contribute to their overall business strategy. As Senior Pricing Analyst, your responsibilities will be… • Pricing Strategy Development: Assist in the creation and implementation of pricing models and strategies for personal lines insurance products, • Data Analysis: Analyse large datasets to identify trends, customer behaviour, and pricing opportunities using GLM (Generalized Linear Models), • Software Utilization: Utilize tools such as Emblem and Radar (Live) to develop, test, and refine pricing algorithms and models, • Market Research: Conduct competitive analysis to understand market positioning and identify areas for improvement, • Reporting: Prepare and present regular reports on pricing performance, market trends, and recommendations to senior management, • Collaboration: Work closely with underwriting, marketing, and product teams to ensure pricing strategies align with business objectives, • Forecasting: Support the forecasting process by analysing historical data and projecting future pricing trends, • An excellent communicator, with the ability to present complex data in a clear and concise manner, • A Bachelor’s degree in Finance, Economics, Mathematics, or a related field, • Experience in a pricing, analytics or financial role, preferably in the insurance, • Proficiency in using GLM techniques and experience with pricing software, particularly Emblem and Radar Live, • Knowledge of pricing strategies and market dynamics in the personal lines insurance sector

Job: Front Office Pricing Quant – Rates Modelling • Location: London, • Hybrid working – travel to office is required, • Full time contract – long term engagement We are seeking a Pricing Quant Analyst with strong experience in interest rate products, pricing model development, and programming in Python and C++. This role sits within the front office quant team, supporting traders and structurers through the design and implementation of robust pricing and risk models for a wide range of rate derivatives. Key Responsibilities: • Develop, implement, and maintain pricing models for rates products (e.g., swaps, swaptions, futures, structured rates), • Work closely with traders and structurers to provide real-time pricing and risk analytics, • Calibrate models using market data and ensure alignment with market conventions, • Contribute to the enhancement of pricing libraries and analytics infrastructure in Python and C++, • Proven experience as a Quantitative Analyst within a front office or desk-aligned environment, • Deep understanding of interest rate products and pricing methodologies, • Strong proficiency in Python and C++ for quantitative development, • Solid background in mathematics, quantitative finance, or physics, • Familiarity with model calibration, curve construction, and market data handling WHO WE ARE Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation. The firm mainly takes part in: • Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.

Salary: £250k + bonus Summary C++/Python Engineers wanted for a leading market maker to join their fast-paced, dynamic engineering team. This role offers the opportunity to contribute to one of the world's most powerful trading platforms. In this role, you will work closely with the Quant Research team to define priorities and design & create high-performance C++ components used by trading applications. Objectives include: develop, test & deploy pricing & risk-management library for OTC trading, code optimization and identify critical bottlenecks in trading. You will work on projects from inception through to deployment, so you'll be expected to take real ownership of the assets you are building. The successful candidate will be an outstanding communicator, confident performing in a fast-moving, ever-changing trading environment. Skills and Experience Required • Strong knowledge of low-level optimization, • Deep-level C++ and Python experience, • Exceptional analytical methods and quantitative skills, • Sound experience with derivatives & pricing library design Rewards and Incentives • Hugely collaborative environment between teams, not siloed like other firms, • Competitive compensation: truly flat structure; feel valued for your input and be rewarded for great ideas, • Work with the latest technologies on complex problems Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you would like to know more, please get in touch. Andy Stirling-Martin +44 (0)20 3137 9579 linkedin.com/in/andrew-stirling-martin-7664a946

Job Purpose The Quantitative Analyst will join the Global Quantitative Research Group, which designs, implements, and supports enterprise quantitative models and systems. This role blends quantitative research and data science, focusing on model development, risk analytics, and large-scale data engineering. The primary responsibility is to drive quantitative model initiatives for clearing houses while supporting data-driven solutions across multiple business lines. The candidate must demonstrate strong quantitative and programming skills, deep understanding of financial derivatives, and the ability to manage complex data workflows. Frequent interaction with Risk Management, Technology, and Senior Management is expected. Responsibilities • Lead research and development of margin, stress testing, and risk management models for clearing houses., • Perform quantitative risk analysis and develop solutions across multiple asset classes (interest rate, equity, credit, and commodity derivatives)., • Conduct data exploration, statistical analysis, and time series modeling to support quantitative research., • Build production-quality, data-driven software solutions for model implementation and analytics., • Develop ETL pipelines and data management tools to ensure reliability, efficiency, and quality of large-scale financial datasets., • Diagnose and resolve data issues; recommend improvements to data architecture and governance., • Define business requirements and specifications for model enhancements and data workflows., • Develop and maintain in-house quantitative research platforms and analytics tools., • Document and present methodologies, findings, and risk models to stakeholders including regulators, risk committees, and senior management., • Collaborate with technology teams for production implementation and integration of models and data systems., • Engage in innovative research in quantitative finance, advanced statistical techniques, and data science. Knowledge and Experience • Advanced degree (MSc or PhD) in Mathematics, Statistics, Physics, Quantitative Finance, Data Science, or a related field., • Experience in quantitative finance or data science within financial institutions preferred, with proven record in model development or implementation., • Strong programming skills in Python and SQL; experience with R, MATLAB, C++ or Java preferred., • Working knowledge of relational databases (Oracle, Postgres, Snowflake) and version control tools (Git)., • Solid understanding of statistics, time series analysis, and financial derivatives pricing and risk management., • Ability to work under pressure in a high-performance environment with tight deadlines., • Excellent analytical, organizational, and communication skills; capable of articulating complex concepts to diverse audiences., • Customer-focused, results-oriented, and highly detail-oriented.

About the Role Join the Commodities Risk & Pricing team, building and owning the risk and pricing libraries that underpin PnL and risk across the business. You'll design and implement core vanilla models and products, partnering directly with traders and structurers in a front-office, high-impact role. What You'll Do • Build and maintain core vanilla pricing models for commodities, • Own risk and pricing libraries used firm-wide, • Partner with trading and structuring teams on live transactions, • Senior front-office QR/QD experience (commodities preferred; open to other asset classes), • Proven track record in pricing model development and ownership, • Strong programming skills (e.g. C++, Python), • Commercial mindset and ability to work directly with risk takers, • Minimum MSc, ideally PhD, in Mathematics or a quantitative field, • OTC product development experience, • Strong quantitative skills, • Need to be able to face off to senior stakeholders across the business, • Commodities experience is ideal, but they will hire from other backgrounds Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If you think you're a good match for the role and would like further info, please contact: Ali Wilson (+44) 07412908641 linkedin.com/in/alexander-wilson-050

Role: Graduate Business Modelling Analyst (STEM Graduate Opportunity) Salary: Up to £38,000 Base Location: London (Hybrid) Client: Top-Tier Global Firm A leading global firm is seeking a highly analytical STEM graduate to join its team in a technical, model-building role. This position is ideal for candidates from strong quantitative backgrounds (e.g. Mathematics, Physics, Engineering, Computer Science, or Economics with Econometrics) who are interested in applying their skills in a commercial environment. Prior business or financial modelling experience is not required— they are looking for individuals with strong mathematical intuition and the ability to learn quickly! Key Requirements • Degree from a top global university in a quantitative/STEM discipline (Bachelor's, Master's or PHD), • Strong mathematical and analytical skills, • Exposure to data analysis, statistical methods, or modelling techniques, • Ability to work with structured and unstructured data Nice to Have (Not Essential) • Experience with Excel or any modelling tools, • Exposure to programming (e.g. Python, MATLAB, R) What You’ll Be Doing • Building and developing analytical models from first principles, • Working with datasets to extract insights and support decision-making, • Collaborating with stakeholders to translate technical outputs into clear conclusions, • Continuously improving and refining modelling approaches Contact:

Summary Senior Quant Developer / Low-Latency C++ Engineer at a leading quant & systematic fund. Looking for an exceptional low-level C++ programmer with deep metaprogramming experience and a minimum of 7+ years' professional C++ experience (since university/graduation). In this role, you will: • Develop, optimize, and maintain high-performance C++ code for ultra-low-latency trading systems., • Work on strategy interaction with FPGA to ensure seamless integration., • Minimum 7+ years' C++ experience, • In-depth knowledge of memory management, multithreading, CPU cache optimization, and Linux, • Ideally BSc, MSc and/or PhD in Computer Science, Mathematics or Physics, • Top of the market salary + bonuses + generous benefits package, • Latest technologies & opportunity to work on deeply complex problems with significant impact Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If you think you're a good match for the role and would like further info, please contact: Ali Wilson (+44) 07412908641 linkedin.com/in/alexander-wilson-050

Job Purpose With approximately 5 million contracts cleared every day across multiple asset classes, ICE Clear Europe (ICEU) is one of the world's most diverse and leading clearing houses. As a clearing house, ICEU performs a critical role in ensuring market stability especially through periods of volatility and increased uncertainty. It provides central counterparty clearing and risk management services for global energy, interest rate, equity index, and agricultural derivatives. We leverage advanced quantitative models to effectively manage market risk for exchange-traded derivatives, credit risk of clearing members and counterparties, and liquidity risk associated with posted collateral. Our risk framework ensures resilience in dynamic market conditions while upholding the highest regulatory and operational standards. The Model Risk Management team, part of the Risk Oversight Department, is responsible for all aspects of model risk, encompassing model governance & control, model validation, and model performance monitoring across a wide range of applications. ICE Clear Europe is seeking a Senior Model Risk Analyst to join its Model Risk Management team. This role is responsible for validating and monitoring pricing and risk models used in the clearing house, ensuring their accuracy, robustness, and compliance with regulatory standards. The position involves end-to-end model risk assessment across initial margin, add-ons, and stress testing frameworks, with a focus on market, credit, and liquidity risk. This is an exciting opportunity for a technical expert looking for broad model exposure in a collaborative and flat organizational structure at the centre of financial markets. Responsibilities • Conduct independent validation of risk and pricing models and review of stress testing frameworks, including conceptual soundness, assumption reasonableness, and performance benchmarking., • Document validation findings, communicate risks, and recommend improvements., • Continuously monitor model performance, review first-line risk management monitoring approaches, and identify and drive model changes or risk mitigating actions., • Provide guidance on model usage and act as a key stakeholder liaison for new models and changes, • Review model change and calibration proposals, • Stay updated on evolving market practices, regulatory requirements, and quantitative methodologies., • Provide technical interpretations to regulatory text, • Utilise programming skills to execute validation tasks and develop technical capabilities and tools for model testing, model monitoring and other related analytics. Knowledge and Experience • Advanced degree (MSc/PhD) in Mathematics, Statistics, Quantitative Finance, or related field., • Experience in model validation, quantitative analysis, or risk analytics., • Strong knowledge of market, credit, or liquidity risk frameworks., • Proficiency in Python (NumPy, Pandas, etc.) and SQL for data analysis., • Strong understanding of option pricing theory and statistical risk modelling techniques (VaR, Backtesting, Stress Testing)., • Excellent verbal and written communication skills. Desirable Knowledge and Experience • Industry certifications (PRM, FRM, CFA)., • Experience in a clearing house, trading firm, bank or similar financial institution., • Knowledge of SR 11-7 model risk guidelines and exchange-traded derivatives.

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services - and our open-access model - we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity. LSEG is headquartered in the United Kingdom, with significant operations in 65 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG's ticker symbol is LSEG. Our People: People are at the heart of what we do and drive the success of our business. Our values of Integrity, Partnership, Excellence and Change shape how we think, how we do things and how we help our people fulfil their potential. We embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage teamwork, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels encouraged to fulfil their potential. We know that real personal growth cannot be achieved by simply climbing a career ladder - which is why we encourage and enable a wealth of avenues and interesting opportunities for everyone to broaden and deepen their skills and expertise. As a global organisation spanning 65 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with meaningful careers. Role Overview LCH's ForexClear division is looking for a Senior Risk Analyst to support the day-to-day risk management of our OTC foreign exchange clearing service. The role focuses on monitoring exposures, supporting margin and stress-testing processes, and contributing to default management readiness. This is a technical and collaborative position that will work closely with internal teams, clearing members, and market participants. The successful candidate will also have opportunities to support new product risk assessments and process enhancements, contributing to the ongoing development of risk capabilities at ForexClear. Key Responsibilities Risk Monitoring • Escalate daily risk exposures and produce regular reports highlighting material risk drivers., • Lead end-of-day exposure assessments, including pre-close checks and margin impact analysis., • Validate data inputs and pricing models used in risk calculations and margin processes., • Support the review and back-testing of risk models to ensure alignment with market behaviour., • Ensure consistent application of risk policies and contribute to periodic reviews of risk processes.Stress Testing, • Maintain and update stress-testing scenarios to reflect relevant market risks., • Evaluate the impact of market stress on member exposures and assess Default Fund adequacy., • Ensure inclusion of new products and scenarios within the stress-testing framework, as appropriate.Default Management, • Assist with the execution of default management drills and contribute to post-event analysis., • Support interactions with clearing members involved in the Default Management Group (DMG)., • Ensure that appropriate procedures are in place to handle a member default effectively., • Facilitate trade capture during simulation exercises and coordinate with operations teams.Product & Process Support, • Help define risk requirements for new product initiatives and system enhancements., • Contribute to the specification and testing of risk processes, reporting tools, and control mechanisms., • Assist in assessing the risk implications of clearing new contracts and onboarding new members. Candidate Requirements, • Prior experience in a financial institution, preferably within a central counterparty, investment bank, or broker., • Familiarity with FX derivatives and/or interest rate products such as swaps, repos, and futures., • Working knowledge of risk concepts, stress testing, and margining principles., • Proficiency in using risk systems and data tools; experience with Murex (preferred)., • Strong analytical skills and attention to detail., • Good communication and collaboration skills.Desirable, • Degree or equivalent experience in a quantitative or finance-related field (e.g., Mathematics, Economics, Finance)., • Exposure to programming or automation tools (e.g., Excel VBA, Python)., • Understanding of central clearing frameworks and risk standards.Development and Growth This role provides exposure to a wide range of risk activities and offers practical experience with cleared products in a regulated market infrastructure. The successful candidate will work closely with experienced risk professionals and traders, gaining insight into the day-to-day risk management of a global clearing service. There will be opportunities to contribute to system enhancements, new product initiatives, and operational improvements as the service evolves. Career Stage: Senior Associate London Stock Exchange Group (LSEG) Information: Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you. LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject . If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

Key Responsibilities • Research and implement high-frequency trading strategies, leveraging deep knowledge of market microstructure, • Analyze large-scale market data to uncover inefficiencies and design robust, data-driven models, • Build and maintain simulation and backtesting tools aligned with real-world trading conditions, • Write and optimize production-grade code for signal generation, execution logic, and infrastructure components, • Collaborate across disciplines to ensure seamless integration of research and engineering efforts, • Strong experience in high-frequency trading or systematic strategies within crypto or traditional markets, • Advanced programming skills in Python , along with proficiency in at least one compiled language (Rust preferred , C++ or Go also welcome), • Deep understanding of market microstructure and the technical nuances of low-latency trading, • Background in a quantitative discipline such as mathematics, statistics, physics, computer science, or engineering (MSc or PhD preferred), • Practical experience working with large datasets, real-time data pipelines, and cloud-based research environments, • Familiarity with version control systems (Git), Linux/Unix environments, and containerization tools such as Docker This role is based in London . We believe in the power of close collaboration, and candidates should either be located in London or willing to relocate. Support for relocation is available.

£150,000-200,000 GBP Discretionary end of year bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Machine Learning/Data Science Quantitative Researcher - London/Paris My client is a quantitative hedge fund with offices globally, focusing on systematic trading. Their Quant Researchers develop and monitor strategies covering all liquid markets, including HFT/arbitrage, statistical arbitrage, CTA, Macro and event-driven models. The firm has a mandate for Quantitative Researchers who are specialised in Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply these techniques to analyse datasets and identify trading opportunities, and develop them into monetizable strategies in collaboration with other researchers, developers, and traders. The Role: • Researching and applying Machine Learning and other Data Science techniques to analyse datasets and identify alphas., • You will work closely with other researchers, developers and traders on the development and implementation of these strategies, and monitor their performance over time., • Quantitative Researchers collaborate with each other globally. You will share ideas and work on tools for others to use across the firm, expanding the business and building your own skills.Requirements:, • An academic background with degrees covering numerical fields of study, such as Computer Science, Mathematics, and Quantitative Finance, PhD level degrees are preferred but not required., • Experience/knowledge of finance from academic studies, internships or professional experience., • Coding proficiency in at least on language, successful candidates are typically expert users of Python, and proficient with data science libraries.

Data Scientist, Macro Fixed Income Hedge Fund, London [Onsite] We are working with a macro fixed income hedge fund that are looking to hire a data scientist to undertake a range of activities as part of their nimble economic research team in London. You will focus on analysing complex alternative data and turning this into actionable insight that uncovers trends and informs decision-making. In this role, you will work with a wide range of stakeholders including those in the front office, such as PMs, quants and economists. Alongside the outlined tasks, you will, in short, also be supporting the economists in producing thematic research and strategic insights and constructing a range of tools, dashboards, internal visualisations and pipelines. The fund is a high performing group that enjoys a strong track record and low staff turnover. The fund takes a collaborative, research/analysis driven approach across the investment process. There will be a large degree of autonomy in how you explore, extract, and interpret data. You will own the full analytical and modelling lifecycle. Therefore, this is a good opportunity for a self-starting, highly numerate individual keen to move into a highly collaborative hedge fund. The role will be part of one of the very best macro fixed income teams on the street in a role with significant involvement in building out the spine of the business from the ground up. Requirements: • 1-3 years’ experience within data science working with large, complex datasets and data analysis tools, • Solid grounding in statistics, econometrics or applied mathematics., • Minimum of a master’s degree in a mathematical, statistical, or other highly relevant field., • Strong programming skills in the Python Scientific Stack., • Proactive, pragmatic, and can-do attitude., • Operating within a small, highly dynamic team (preferable) Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.

Data Scientist Location: London Hybrid – 2 days a week Salary: Up to £70,000 + benefits Do you want to shape growth strategy at a global entertainment leader where data, AI and advanced analytics power unforgettable experiences? We’re looking for a Data Scientist who’s passionate about turning complex, large-scale data into predictive models and actionable insights that directly influence commercial decisions and long-term growth. What You’ll Do as a Data Scientist • Take ownership of high-impact growth use cases across marketing, pricing and demand forecasting., • Design, build and deploy predictive models and advanced analytics solutions that unlock new revenue opportunities., • Work with large, diverse datasets to uncover patterns and trends that inform strategic decision-making., • Partner with Growth, Strategy and Technology teams to embed scalable data science solutions into operational systems., • Translate complex technical outputs into clear, compelling insights for senior stakeholders., • Drive experimentation and optimisation initiatives to improve performance across commercial channels., • Champion AI and machine learning innovation, staying ahead of industry best practice., • Promote ethical data use, governance and compliance across all analytics initiatives. What You Bring as a Data Scientist • Degree in Computer Science, Mathematics, Engineering or a related field., • Proven experience in a data science or statistical role., • Expertise in advanced analytics techniques including machine learning, optimisation and segmentation., • Strong proficiency in Python, SQL and Spark SQL., • Experience working with large datasets and distributed computing tools such as Azure Synapse and Snowflake., • Familiarity with data transformation tools (Databricks, Azure Data Factory) and ML platforms (Azure ML, TensorFlow)., • Experience with data visualisation tools such as Power BI., • Strong commercial acumen with the ability to translate business problems into scalable analytical solutions., • Excellent collaboration and stakeholder influencing skills., • Knowledge of governance, compliance and ethical AI frameworks. Why You’ll Love It Here • Competitive Salary, • Hybrid working model, • Private pension scheme & life assurance, • Employee assistance programme, • Access to Perks at Work with thousands of national & local discounts, • Ongoing training and development opportunities If you’re ready to use data science to drive global growth and create meaningful business impact, apply now for this Data Scientist role and help power unforgettable experiences through insight and innovation. Unfortunately, due to the volume of applications, not all submissions will receive feedback

£Competitive GBP Onsite WORKING Location: London, Central London, Greater London - United Kingdom Type: Permanent A leading global macro and derivatives-focused hedge fund is expanding its cash equities capabilities as part of the continued build-out of its equities platform. The firm is seeking a Quant with strong day-one expertise in cash equities, specifically within flow and volatility flow modelling, to help address a key capability gap and contribute meaningfully from the outset. Role Overview This role sits within the equities research function and focuses on market-informed quantitative analysis, with an emphasis on understanding, modelling, and monetising equity flows and volatility dynamics. The successful candidate will work closely with portfolio managers and other researchers to translate flow-based insights into robust, tradable signals. Key Responsibilities • Research and develop equity flow and volatility flow models to identify tradable opportunities., • Build and maintain pricing, risk, and analytics tools used directly by investment teams., • Analyse market structure, participant behaviour, and flow-driven dynamics in cash equities., • Translate market intuition and quantitative research into robust, production-ready signals., • Work closely with portfolio managers and traders on live strategies and idea generation., • Take ownership of projects from concept through to deployment and ongoing enhancement.Required Experience & Skills, • Strong experience as an Equities Quant, with clear exposure to cash equities., • Deep expertise in flow modelling, vol flow, or related market-informed quantitative analysis., • Exceptional mathematical, statistical, and programming skills., • Proven track record of building cutting-edge trading tools or analytics that have been used profitably., • Background at a top-tier investment bank, hedge fund, or proprietary trading firm., • Advanced degree (PhD or MSc) in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or related field., • Comfortable operating in a fast-paced, high-performance trading environment.The Opportunity, • Join a highly regarded global investment firm with a strong performance track record., • Be part of a small, high-impact team embedded with investment leadership., • Significant scope to influence the evolution of the equities platform., • Competitive compensation with meaningful upside through bonus and profit participation., • Collaborative environment where traders, quants, and researchers sit together.

A leading Tier 1 Investment Bank is seeking a Director-level Equities Exotics Modelling Quant to join its Equity & Hybrids team in London. This is a highly technical and hands-on role focused on complex and exotic equity pricing models (Local Vol, Stochastic Local Volatility, Local Correlation, Cliquets and cross-asset hybrids). The position sits in the 1st line, embedded within the equities quant function glboally, providing expert model challenge and shaping submissions ahead of independent validation. This will suit a senior modelling specialist who has actually built and calibrated complex equity exotics models and can intellectually challenge pricing frameworks because they understand them deeply. Not direct PnL and is a shift from building models for a specific book tobecoming a platform-level modelling authority offering broader influence across the equities business. The successful candidate will: • Perform deep model reviews and challenge assumptions/limitations, • Develop alternative benchmarks and testing frameworks (Python essential), • Write high-quality technical documentation, • Advise senior stakeholders on modelling decisions, • Drive automation and tooling improvements This role requires a true modelling specialist — not just governance oversight. Strong recent experience in Equity exotics is essential. Full detials of the Role: You will work closely with Front Office quant teams developing and enhancing pricing and risk models across Equity and Hybrid products, particularly exotic derivatives. Acting as a senior technical authority, you will review and challenge model assumptions, guide enhancements, and help shape the overall modelling framework. This role goes beyond pure model review — you will influence model standards, testing frameworks and governance practices across the function. Key Responsibilities • Perform detailed technical reviews of complex equity and hybrid derivatives models, • Assess model assumptions, limitations and associated risk impacts, • Develop alternative models or benchmarking approaches where appropriate, • Specify, build and run analytical tests (primarily in Python; C++ exposure beneficial), • Analyse results and clearly articulate findings to senior stakeholders, • Produce high-quality documentation aligned to internal governance standards, • Strengthen model testing coverage and promote automation where possible, • Partner with traders, strategists, developers and validation teams across the model lifecycle, • Contribute to broader strategic initiatives relating to model standards and controls, • Provide mentorship and technical guidance to less experienced quants Candidate Profile • PhD or Master’s degree in Financial Mathematics, Mathematics or Physics, • Significant experience developing and/or implementing Equity Derivatives models (hybrids advantageous), • Strong knowledge of exotic derivatives modelling (equity preferred; other asset classes considered), • Advanced Python skills; C++ beneficial, • Experience interacting with validation and control functions, • Exceptional attention to detail and high professional standards, • Strong communication skills with the ability to influence senior stakeholders This is an opportunity to operate at Director level within a leading global investment bank, combining deep quantitative expertise with strategic influence across Front Office model development and governance. Please get in touch with

My client is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients. They have deep expertise in trading, technology and operations and attribute their success to rigorous scientific research. As a technology and data-driven firm, they design and build their own cutting edge systems, from high performance trading platforms to large scale data analysis and compute farms. With offices around the globe, they emphasize true, global collaboration by aligning their investment, technology, and operations teams functionally around the world. Building on their quantitative research platform and process-driven approach, they also runs discretionary strategies to take advantage of opportunities which cannot be traded fully systematically. They are looking to hire recent graduates to join their Discretionary Trading team. As a Junior Discretionary Trader, you will have the opportunity to work alongside senior discretionary traders, who will provide on the desk training and mentorship. Your goal will be to help maintain target portfolio positions by assisting the senior traders with daily portfolio monitoring, maintenance, and hedging. As a collaborative organization, the discretionary traders work closely with quantitative researchers to leverage their world-class research platform to improve both discretionary and systematic strategies. You will leverage and develop a broad range of skills including fundamental and macro analysis, research, portfolio construction, risk management and execution. They currently run discretionary strategies in Equities, Commodities, Rates/FX, and Credit including Volatility trading across all asset classes. If you have an interest in trading and would like to learn how to manage your own risk over time, I encourage you to apply. Responsibilities: • Collaborate with senior traders and quantitative researchers to structure and evaluate new trading opportunities, • Generate PnL tracking and attribution reports based on trade ideas, • Monitor and analyze portfolio performance to generate risk reports, • Hedge books and allocate hedges appropriately, • Execute large or complex trades which cannot be automated due to complexity or liquidity constraints Qualifications: • Recent, or soon to be graduate, with relevant course work, internship, or other applicable experience or knowledge, • Bachelor’s degree in a quantitative or related field such as Mathematics, Statistics, Econometrics, Engineering, Operations Research, Computer Science, Physics, Economics, Finance, • Strong communication skills with the ability to collaborate with teammates globally, • Strong sense of urgency with the ability to work well in a fast-paced environment, • Programming skills essential, with at least one major programming or scripting language, strong preference for Python.

Our client is an international, corporate organisation, actively involved in International Trade & Development, based in Central London. The role of the trade operator, within the Metals trading division, is to administer contracts, logistics, and payments related to non-ferrous and ferrous raw materials department. The role covers a wide range of operational functions to supply goods in Europe and system data entry in a timely/professional manner. DUTIES AND RESPONSIBILITIES: • Manage execution/ administration of Sales and Purchase Contracts., • Arrange the transportation of goods via Road, Rail Barging and Sea Freight., • Negotiate with logistical service providers to secure transportation at competitive price., • Arrange customs clearance of goods., • Handle Bills of Lading and other commercially necessary documentation., • Invoice relevant counterparties and control all payments by paying high attention to credit line., • Liaise with relevant counterparties direct or via branch offices/agents) by phone/e mail/letter., • Comply with filing policy., • Administer currency receivables against FX contracts internally., • Reconcile accounting data., • Process payments to logistical providers., • Comply with internal rules and operating policies., • Investigate settlement queries with Accounts Department and customers., • Arrange warehouse stock inspections and circulate internally against the internal controls., • Assist with system development., • Implement automation of administrative tasks where required., • Support Ad hoc tasks when required. REQUIRED SKILLS AND QUALIFICATIONS: • Previous related work experience in a physical trading environment; ideally metals., • Minimum GCSE level Mathematics & English language (overseas equivalents apply), • Professional verbal and written communication skills in English language, • Basic MS Office skills (Desirable advance level in Excel)., • Works well under pressure whilst remaining calm and methodical., • Prioritise own work under the general guidance of the line/department manager., • Works on own initiative with little supervision, • Very high standard of accuracy and attention to detail, • Excellent time management skills and good interpersonal skills, • Previous experience of working with SAP (preferred but not essential), • Experience of working in a multicultural environment (preferred but not essential), • Previous experience working with bulk commodities; Concentrates, Iron ore, Met coke., • Previous experience in end-to-end concentrate operations, including but not limited to;, • Experience in provisional pricing settlement., • Experience in Concentrate pricing models., • Experience in Assay exchange processes.

Spectrum Search is partnering with one of Europe’s fastest-growing digital wealth and investment platforms to hire a Quant Researcher into a highly technical systematic trading team. The business operates at significant European scale, with millions of customers across 18 countries and more than €150bn in customer assets. It combines banking infrastructure, investment products, and trading technology to make access to financial markets simpler, more transparent, and more efficient for retail investors. This is a rare opportunity to join a small, high-calibre trading and strategy function working on the next generation of pricing, risk, and systematic trading capabilities across European cash equities. The successful candidate will work closely with quantitative researchers, developers, and trading stakeholders to build models and tools that directly influence how the platform operates at scale. The role You will join a small internal trading desk and work on quantitative models across pricing, risk, inventory, and trading strategy. The environment is fast-moving and highly collaborative, so the ideal person will be intellectually strong, technically hands-on, and comfortable switching between research, data, modelling, and discussions with engineering teams. The role is particularly well suited to someone coming from a sell-side quantitative trading, electronic trading, systematic trading, or quant research background who wants more ownership in a scaling fintech/trading environment. Responsibilities You will: • Build and improve quantitative models for pricing, risk, and trading decision-making., • Work with tick data, order book data, customer order flow, execution data, positions, and P&L., • Develop research in Python to support systematic trading and risk processes., • Collaborate closely with developers and platform engineers responsible for trading infrastructure., • Analyse European cash equities markets, initially across EUR and PLN-denominated trading activity., • Contribute to risk tooling, model design, and data-driven decision-making across the desk., • Work in a small, high-ownership team where priorities can change quickly. Requirements We are looking for candidates with: • 2–5 years’ experience in a quantitative research, systematic trading, electronic trading, or related quantitative role., • Strong academic background, ideally a Master’s or PhD in mathematics, statistics, physics, computer science, engineering, or a related STEM subject., • Strong research-level Python skills., • Experience working with financial markets data, ideally equities., • Good statistical knowledge and strong quantitative reasoning., • Ability to communicate effectively with developers and technical stakeholders., • A self-starter mindset and the ability to operate in a small, fast-moving team.

About Caxton Associates: Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Singapore, Monaco, Dubai and Bengaluru. Caxton Associates’ primary business is to manage client and proprietary capital through a suite of products designed to fit the specific needs of investors. Employing a multi-portfolio manager framework, Caxton excels in discretionary global macro investing, leveraging its diversified expertise across asset classes and markets. About the role: We are seeking an experienced Software Engineer to lead a team within our London-based Software Development group. This is a hands-on leadership role combining system design, delivery ownership, and team development. The team builds and maintains services and applications that support trading, compliance, and operations across the firm. You will work closely with various Technology and Operations teams across London, Bengaluru and New York. Responsibilities: • Lead, mentor, and develop a small team of engineers, • Design and build scalable, maintainable distributed systems in C#/.NET, • Own delivery across multiple concurrent projects and priorities, • Drive best practices in testing, CI/CD, and software quality, • Collaborate with technical and business stakeholders across regions, • Contribute to architecture and long-term platform direction, • Act as the technical point of contact for the teamRequirements, • 8+ years of software development experience with C# and the .NET stack, • Proven experience leading or mentoring software engineers, • Strong track record building reliable, production-grade systems, • Solid understanding of distributed systems and architectural patterns (event-driven, layered, client-server), • Experience with Python and its ecosystem, • Experience with CI/CD and modern development workflows, • Strong SQL and relational database skills, • Ability to manage multiple priorities effectively, • Strong communication skills with both technical and non-technical stakeholders, • Exposure to financial products and market data (e.g. Bloomberg, Reuters), • Displays and operates at the highest degree of ethics and integrity The following would be highly beneficial: • Knowledge of finance, markets, order to trade life cycle, • Experience with Bloomberg market data APIs like SAPI, B-PIPE, Desktop API, • Experience with Docker and AWS (EC2, RDS), • Bachelor of Science Degree in Computer Science, Mathematics or a related field

About Northern Trust: Northern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889. Northern Trust is proud to provide innovative financial services and guidance to the world's most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of financial experience and over 22,000 partners, we serve the world's most sophisticated clients using leading technology and exceptional service. Role Audit Services is offering an exceptional opportunity for you to showcase and expand your knowledge in Credit Risk Management and join a global team of experts, whose common goal is to provide independent and objective assurance and consulting activities that assess risks and protect the assets, reputation, and sustainability of Northern Trust. We are seeking an eager partner to help enhance our audit strategy and grow our credit risk audit coverage by assessing key credit risk management processes, inclusive of credit monitoring and ongoing review, counterparty stress testing, Current Expected Credit Losses (CECL) calculations, Single Counterparty Credit Limits (SCCL) monitoring, and Risk Weighted Assets (RWA) interpretations and calculations. As a subject matter expert, you will liaise with other teams in the Internal Audit Department and assist in improving the department's skills through knowledge share discussions and internal training, as needed. In addition, you will be expected to work directly senior leaders and external regulators to build trust and assurance. Through collaboration with other team members, you will assist in the end-to-end execution of audit engagements and gain exposure to senior management across Northern Trust. Success is measured through the quality of the documentation, integrity of the assessment, timeliness of the deliveries, and your ability to foster relationships both internally in the audit department and with key stakeholders. Experience in data manipulation, transformations, and reconciliations is essential. Skills / Experience • Extensive expertise in credit risk management activities via working in the first line (e.g., complex credit origination, asset and liability management), second line (e.g., risk management oversight, limit setting and monitoring), and/or third line (e.g., internal audit) at a global financial services firm or through a similar regulatory supervisory role, • Skilled at confirming compliance with global credit risk regulatory requirements (e.g., Basel III, Basel III Endgame, large counterparty limits, US Regulation Q, EU Capital Requirements Regulation), • Advanced degree in corporate finance, economics, mathematics, or statistics; or an accounting certification (e.g., ACA, CPA, or equivalent) is highly recommended, • Knowledge of auditing techniques and approaches within the financial services industry would be advantageous, though not essential., • An ability to work in a fast paced environment as part of a global audit team across multiple time zones and jurisdictions. Working with Us: As a Northern Trust partner, greater achievements await. You will be part of a flexible and collaborative work culture in an organization where financial strength and stability is an asset that emboldens us to explore new ideas. Movement within the organization is encouraged, senior leaders are accessible, and you can take pride in working for a company committed to assisting the communities we serve! Join a workplace with a greater purpose. We'd love to learn more about how your interests and experience could be a fit with one of the world's most admired and sustainable companies! Build your career with us and apply today. #MadeForGreater Reasonable accommodation Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at . We hope you're excited about the role and the opportunity to work with us. We value an inclusive workplace and understand flexibility means different things to different people. Apply today and talk to us about your flexible working requirements and together we can achieve greater.

Contract Quantitative Developer (C++) – FICC Front Office (London) Role Overview Fixed Income, Currencies & Commodities (FICC) Quants within Global Banking and Markets are seeking a C++ Quantitative Developer specialising in Rates and Credit Derivatives. The role focuses on the development and support of pricing, risk, and P&L infrastructure around a core quantitative pricing library, working closely with quantitative modellers, trading desks, risk, finance, and technology teams. This is a hands-on development role combining pricing system engineering, risk infrastructure, and production support in a fast-paced front-office environment. Key Responsibilities • Support the design and implementation of pricing, risk, and P&L infrastructure around the core pricing library, • Assist quantitative modellers in developing and maintaining the core pricing library, • Develop quantitative tooling supporting the broader platform, • Provide daily support for pricing and risk issues within quant libraries, • Design, develop, and integrate intraday pricing, risk, and P&L calculations, • Build and maintain end-of-day risk and P&L systems, supporting migration away from legacy vendor platforms, • Design and integrate market data pipelines, • Work closely with trading desks, quants, risk, finance, and technology teams across global locationsEssential Requirements Experience • 3–7 years’ experience as a Quantitative Developer, IT Developer, or in a trading environment, • Experience working with large quant or pricing libraries, • Strong C++ development experience (5+ years preferred), • Exposure to financial markets environments (Rates, Credit, FX, or Equities)Technical Skills, • Strong C++ development (preferably modern environments such as Visual Studio 2022), • Experience with Git, pull requests, peer review, and CI/CD pipelines (e.g. Jenkins), • Understanding of Windows and/or UNIX/Linux environments, • Familiarity with automated testing and development workflowsQuant / Product Knowledge, • Understanding of derivatives pricing models used in investment banking, • Knowledge of interest rate swaps and basic bootstrapping techniques, • Understanding of risk sensitivities, stress/shock scenarios, VaR, ES, • Awareness of P&L explain and attribution concepts, • General understanding of trading, pricing, and risk relationshipsEducation, • Degree in Mathematics, Physics, Engineering, Computer Science or related scientific discipline, • Strong academic background preferred (top-tier university advantageous)Desirable Skills, • Knowledge of distributed computing and serialisation techniques, • Experience with scripting languages (Python, Perl, Shell, C#, Java, VBA), • Cross-platform C++ development experience, • Good Excel skills, • Experience in data analysis, • Familiarity with fast-paced, multi-tasking development environmentsSoft Skills, • Strong act with traders and quants, • Ability to handle reactive production support and day-to-day issues, • Quick learner, able to work across legacy and modern codebases, • Comfortable working in a front-line, high-pressure environment, • Pragmatic mindset with understanding of business context behind development work

Teacher of Maths – North Kensington, London – September 2026 We are seeking a passionate and dedicated Teacher of Maths to join an Outstanding secondary school in North Kensington, London. This high-achieving, oversubscribed school is recognised for its strong focus on academic excellence, exceptional behaviour, and a nurturing, community-driven environment where pupils thrive and staff are highly valued. Why apply for this Teacher of Maths role? • MPS/UPS Inner London salary with excellent progression opportunities, • 35% non-contact time on average for a Teacher of Maths, • Flexible working – including one morning per week off, • Outstanding behaviour allowing a Teacher of Maths to focus on teaching, • High-quality CPD and clear career progression pathways, • Supportive SLT committed to reducing workload, • Friendly, close-knit staff culture with regular socials, • Strong emphasis on staff wellbeing in North Kensington, London About this Teacher of Maths role: • Deliver engaging and challenging lessons across KS3 and KS4 as a Teacher of Maths, • Plan and sequence lessons to build mathematical fluency and understanding, • Use assessment effectively to drive progress and address misconceptions, • Promote high expectations of behaviour, effort and achievement, • Support pupils of all abilities, including SEND and high achievers, • Contribute to curriculum development and departmental improvement, • Play a full part in the wider school life in North Kensington, London What the school is looking for in a Teacher of Maths: • UK QTS or working towards it, • Strong subject knowledge and passion for Maths, • Ability to inspire confidence and resilience in learners, • Commitment to high standards and continuous improvement, • A collaborative approach and willingness to contribute to school life, • Open to both ECTs and experienced Teacher of Maths candidates This Teacher of Maths role in North Kensington, London offers the chance to join a school where pupils are ambitious, behaviour is excellent, and staff are genuinely valued and supported. Ribbons & Reeves are London’s leading Education Recruiters. We specialise in helping educators of all level’s secure long-term and permanent roles, such as this ‘Teacher of Maths’ in ‘North Kensington, London’. For other roles like this, check out our website, search ‘Ribbons & Reeves’. We look forward to supporting you in your application to this ‘Teacher of Maths’ role.

Senior Market Data Developer – End-of-Day Pricing & Risk Infrastructure Position / Group description: The Risk Technology group builds and supports a global risk platform enabling the Risk Management group to oversee all areas of risk across the Firm. The risk platform provides capabilities for measuring, quantifying, analyzing, reporting, and controlling exposures across market and credit. We are seeking a Market Data Developer to design and implement solutions for sourcing, storing, and delivering end-of-day (EOD) market data used in pricing and risk calculations. This role requires strong technical skills in Python, SQL, Snowflake, AWS , and deep domain knowledge of market data across multiple asset classes. The candidate will work closely with the Risk Orchestration team to provide accurate and timely market data inputs for pricing engines and risk models. Primary Responsibilities: Data Sourcing & Integration • Source EOD market data by region from various front-office marking systems and external providers., • Validate and normalize data across asset classes for pricing and risk consumption. Data Modeling & Storage • Design and implement data models in Snowflake to persist: End-of-day prices, Volatility surfaces, Credit spread curves, Discount curves and other risk-related market data Infrastructure Development • Provide solutions to pricing engines to deliver market data by region with high reliability and performance., • Build scalable, cost-efficient Snowflake infrastructure and optimize queries for performance., • Implement data quality checks and ensure auditability., • Integrate with AWS SQS messaging for data readiness events. Collaboration • Work closely with Market Data and Risk teams to define canonical market observables and maintain data lineage., • Work closely with Risk Orchestration team to ensure all market data inputs meet requirements for pricing and risk analytics. Essential Experience/ Skills: • 7+ years of hands-on experience in developing applications using Relational Databases and Big-data platforms., • Strong Python (pandas, numpy, data engineering best practices)., • Advanced SQL and Snowflake (schema design, warehouse management, streams/tasks, query optimization)., • ETL/ELT pipeline development Domain Knowledge: • Market data concepts across multiple asset classes (Rates, FX, Credit, Equities, Commodities)., • Understanding of EOD pricing and risk inputs for VaR, sensitivities, and stress testing., • Bachelor’s degree, preferably in Computer Science, Engineering, Mathematics, or similar technical discipline Personal Attributes: • Strong analytical and problem-solving skills, including the ability to troubleshoot and resolve complex data related issues, • Strong verbal and written communication skills, • Self-starter and entrepreneurial in approach, • Ability to escalate and follow-up proactively, • Good time management skills At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients. Jefferies is an equal employment opportunity employer. We practice equal opportunity for all, and all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with qualified disabilities, as appropriate, under applicable law.

Role description This London based role is for a quantitative strategist/analyst within CDSClear First Line Risk Quant Team. Implementation of risk model analytics changes required to support business development, suggesting model improvements and documenting methodology for risk governance. Ensuring the analytics for model risk monitoring reports are maintained, produced and approved by the relevant governance. Supporting regular model validation reviews and guiding them through the methodology. Partnering with Second Line Risk, CDSClear IT Dev, CDSClear IT Test and CDSClear Risk Change to ensure a smooth transition to production deliveries. Key Responsibilities Change Define, prototype and test model changes required for business developments and document to obtain approval from internal and external governance. Define business requirements and corresponding test cases for CDSClear Risk model changes. Maintain risk methodology documentation for members and auditors to be able to review the details of CDSClear's risk model, and for the CDSClear First Line Risk code to be understandable. Maintain the analytics tools and libraries required to produce the regular model risk monitoring reports and margin calculation. Partnership Provide SME support to answer queries from clients / members or regulators. Build and manage relationships with internal stakeholders, including model validation, second line risk, CDSClear IT devs, CDSClear IT test and CDSClear Risk Change to improve predictability, transparency and efficiency of all deliveries impacting CDSClear Risk Run. Candidate Profile / Key Skills Quantitative strategist/analyst with 2-5 years experience working in a front office credit derivatives quant team. In depth knowledge of credit derivatives including one or more of (CDS Single name, CDS Index, CDS Index tranches, CDS Index Option, Credit CVA/XVA). Experience in coding in production quant libraries written in C++ (additional experience in Python or R an advantage). Educated to Master's or PhD level in Mathematics, Statistics, Physics or related field. Rigorous and organised with excellent communication skills, able to coordinate with other teams to safely introduce market driven and CDSClear driven changes in production. Career Stage: Senior Associate London Stock Exchange Group (LSEG) Information: Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you. LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject . If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.